沪镍期货跨期套利数据回测

本页面展示沪镍期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

如果您对期货套利以及其它低风险投资感兴趣,可以关注我们的公众号:财有你我 ,加群交流。

风险提示

注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。

数据分析

关于沪镍期货跨期套利的详细数据分析,请查看文章:。

沪镍期货跨期套利年度差价数据

年份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
暂无数据

沪镍期货跨期套利月度差价数据

月份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
暂无数据

沪镍期货跨期套利价差逐日数据

日期 主连开盘价 主连收盘价 主连最高价 主连最低价 次主连开盘价 次主连收盘价 次主连最高价 次主连最低价 开盘价差值 收盘价差值 最高价差值 最低价差值
2025-12-08 117900.00 118220.00 118480.00 117670.00 118050.00 118450.00 118670.00 117880.00 -150.00 -230.00 -190.00 -210.00
2025-12-05 117800.00 117790.00 118350.00 117430.00 117940.00 117950.00 118510.00 117620.00 -140.00 -160.00 -160.00 -190.00
2025-12-04 117870.00 117760.00 118210.00 117380.00 117990.00 117940.00 118420.00 117610.00 -120.00 -180.00 -210.00 -230.00
2025-12-03 118050.00 117870.00 118220.00 116900.00 118200.00 118070.00 118370.00 117100.00 -150.00 -200.00 -150.00 -200.00
2025-12-02 117800.00 118050.00 118140.00 117330.00 118060.00 118280.00 118330.00 117540.00 -260.00 -230.00 -190.00 -210.00
2025-12-01 117080.00 117850.00 118700.00 116730.00 117200.00 118060.00 118890.00 116930.00 -120.00 -210.00 -190.00 -200.00
2025-11-28 117100.00 117080.00 117480.00 116850.00 117110.00 117250.00 117630.00 117000.00 -10.00 -170.00 -150.00 -150.00
2025-11-27 116920.00 116900.00 117230.00 116640.00 117300.00 117110.00 117390.00 116810.00 -380.00 -210.00 -160.00 -170.00
2025-11-26 116500.00 117260.00 118000.00 116410.00 116180.00 117030.00 117760.00 116170.00 320.00 230.00 240.00 240.00
2025-11-25 115880.00 116160.00 116620.00 115630.00 116000.00 115940.00 116390.00 114000.00 -120.00 220.00 230.00 1630.00
2025-11-24 114500.00 115530.00 116160.00 114340.00 114150.00 115320.00 115940.00 114150.00 350.00 210.00 220.00 190.00
2025-11-21 115250.00 114050.00 115580.00 113980.00 115040.00 113890.00 115430.00 113840.00 210.00 160.00 150.00 140.00
2025-11-20 115750.00 115380.00 116650.00 115360.00 115830.00 115250.00 116470.00 115230.00 -80.00 130.00 180.00 130.00
2025-11-19 115300.00 115650.00 115750.00 115090.00 115350.00 115830.00 115930.00 115200.00 -50.00 -180.00 -180.00 -110.00
2025-11-18 116420.00 114840.00 116500.00 114560.00 116750.00 115000.00 116750.00 114780.00 -330.00 -160.00 -250.00 -220.00
2025-11-17 117020.00 116750.00 117150.00 116370.00 117140.00 116950.00 117380.00 116570.00 -120.00 -200.00 -230.00 -200.00
2025-11-14 118470.00 117080.00 118840.00 117010.00 118960.00 117280.00 118960.00 117220.00 -490.00 -200.00 -120.00 -210.00
2025-11-13 119000.00 118930.00 119150.00 118510.00 119050.00 119100.00 119280.00 118670.00 -50.00 -170.00 -130.00 -160.00
2025-11-12 119300.00 118710.00 119590.00 118260.00 119480.00 118890.00 119750.00 118440.00 -180.00 -180.00 -160.00 -180.00
2025-11-11 119780.00 119380.00 119890.00 119080.00 119930.00 119530.00 120050.00 119280.00 -150.00 -150.00 -160.00 -200.00
2025-11-10 119670.00 119680.00 119830.00 119220.00 119670.00 119850.00 119990.00 119420.00 0.00 -170.00 -160.00 -200.00
2025-11-07 120200.00 119440.00 120450.00 119040.00 120370.00 119610.00 120600.00 119280.00 -170.00 -170.00 -150.00 -240.00
2025-11-06 119280.00 119750.00 119880.00 118980.00 119840.00 119970.00 120070.00 119230.00 -560.00 -220.00 -190.00 -250.00
2025-11-05 119860.00 120030.00 120390.00 119000.00 119940.00 120230.00 120600.00 119200.00 -80.00 -200.00 -210.00 -200.00
2025-11-04 120800.00 119700.00 120940.00 119510.00 121030.00 119940.00 121110.00 119730.00 -230.00 -240.00 -170.00 -220.00
2025-11-03 120790.00 120950.00 121300.00 120620.00 120970.00 121180.00 121480.00 120820.00 -180.00 -230.00 -180.00 -200.00
2025-10-31 120750.00 120590.00 120940.00 120360.00 120800.00 120780.00 121130.00 120600.00 -50.00 -190.00 -190.00 -240.00
2025-10-30 121770.00 120980.00 121800.00 120700.00 121900.00 121110.00 121940.00 120860.00 -130.00 -130.00 -140.00 -160.00
2025-10-29 120760.00 121540.00 121930.00 120580.00 120840.00 121690.00 122000.00 120790.00 -80.00 -150.00 -70.00 -210.00
2025-10-28 122060.00 120560.00 122320.00 120100.00 122550.00 120740.00 122550.00 120300.00 -490.00 -180.00 -230.00 -200.00
2025-10-27 122150.00 122400.00 122650.00 121990.00 121800.00 122060.00 122330.00 121700.00 350.00 340.00 320.00 290.00
2025-10-24 121960.00 122150.00 122420.00 121380.00 121680.00 121860.00 122100.00 121110.00 280.00 290.00 320.00 270.00
2025-10-23 121100.00 121380.00 121510.00 120980.00 120910.00 121150.00 121280.00 120790.00 190.00 230.00 230.00 190.00
2025-10-22 121180.00 121380.00 121390.00 120800.00 121460.00 121120.00 121460.00 120610.00 -280.00 260.00 -70.00 190.00
2025-10-21 121000.00 121180.00 121680.00 120810.00 121000.00 121380.00 121870.00 120950.00 0.00 -200.00 -190.00 -140.00
2025-10-20 120830.00 120710.00 121090.00 120290.00 121080.00 120860.00 121250.00 120520.00 -250.00 -150.00 -160.00 -230.00
2025-10-17 120900.00 121160.00 121960.00 120600.00 121200.00 121330.00 122160.00 120900.00 -300.00 -170.00 -200.00 -300.00
2025-10-16 120950.00 121270.00 121360.00 120550.00 121060.00 121420.00 121550.00 120720.00 -110.00 -150.00 -190.00 -170.00
2025-10-15 120830.00 121180.00 121300.00 120700.00 121090.00 121330.00 121480.00 120840.00 -260.00 -150.00 -180.00 -140.00
2025-10-14 121500.00 120830.00 121780.00 120500.00 121580.00 120990.00 121960.00 120650.00 -80.00 -160.00 -180.00 -150.00
2025-10-13 122190.00 121410.00 122540.00 121000.00 122390.00 121580.00 122730.00 121170.00 -200.00 -170.00 -190.00 -170.00
2025-10-10 124210.00 122180.00 124880.00 122040.00 124850.00 122370.00 125030.00 122250.00 -640.00 -190.00 -150.00 -210.00
2025-10-09 121300.00 124480.00 124680.00 121220.00 121920.00 124660.00 124830.00 121480.00 -620.00 -180.00 -150.00 -260.00
2025-09-30 121300.00 120900.00 122420.00 120830.00 121500.00 121060.00 122590.00 121030.00 -200.00 -160.00 -170.00 -200.00
2025-09-29 121560.00 121100.00 121580.00 120730.00 121870.00 121270.00 121870.00 120980.00 -310.00 -170.00 -290.00 -250.00
2025-09-26 122790.00 121380.00 122900.00 121320.00 122730.00 121100.00 122730.00 121080.00 60.00 280.00 170.00 240.00
2025-09-25 121900.00 122990.00 123550.00 121650.00 121360.00 122680.00 123240.00 121360.00 540.00 310.00 310.00 290.00
2025-09-24 121150.00 121450.00 122000.00 121150.00 121270.00 121250.00 121780.00 120900.00 -120.00 200.00 220.00 250.00
2025-09-23 121140.00 120730.00 121440.00 120500.00 121600.00 120910.00 121630.00 120670.00 -460.00 -180.00 -190.00 -170.00
2025-09-22 121220.00 121400.00 122110.00 121010.00 121500.00 121560.00 122320.00 121210.00 -280.00 -160.00 -210.00 -200.00
2025-09-19 121070.00 121500.00 121880.00 120740.00 121000.00 121730.00 122070.00 120960.00 70.00 -230.00 -190.00 -220.00
2025-09-18 121690.00 120940.00 122260.00 120720.00 121650.00 121110.00 122480.00 120900.00 40.00 -170.00 -220.00 -180.00
2025-09-17 122580.00 121790.00 122760.00 121090.00 122760.00 121990.00 122930.00 121300.00 -180.00 -200.00 -170.00 -210.00
2025-09-16 122910.00 122610.00 123550.00 122050.00 123070.00 122810.00 123700.00 122250.00 -160.00 -200.00 -150.00 -200.00
2025-09-15 122000.00 122580.00 122900.00 121540.00 122000.00 122820.00 123080.00 121710.00 0.00 -240.00 -180.00 -170.00
2025-09-12 120380.00 121980.00 122320.00 119880.00 120500.00 122160.00 122480.00 120050.00 -120.00 -180.00 -160.00 -170.00
2025-09-11 120520.00 120620.00 120910.00 120110.00 120700.00 120790.00 121050.00 120310.00 -180.00 -170.00 -140.00 -200.00
2025-09-10 120500.00 120850.00 120940.00 120150.00 120580.00 120990.00 121080.00 120330.00 -80.00 -140.00 -140.00 -180.00
2025-09-09 121490.00 120700.00 121700.00 120500.00 121640.00 120880.00 121880.00 120710.00 -150.00 -180.00 -180.00 -210.00
2025-09-08 121720.00 122140.00 122250.00 120930.00 121810.00 122250.00 122370.00 121110.00 -90.00 -110.00 -120.00 -180.00
2025-09-05 121160.00 121310.00 121460.00 120610.00 121310.00 121460.00 121630.00 120800.00 -150.00 -150.00 -170.00 -190.00
2025-09-04 121930.00 120850.00 122390.00 120650.00 122000.00 120990.00 122490.00 120780.00 -70.00 -140.00 -100.00 -130.00
2025-09-03 122000.00 121790.00 122070.00 121000.00 122350.00 121900.00 122350.00 121120.00 -350.00 -110.00 -280.00 -120.00
2025-09-02 123210.00 122530.00 123810.00 122420.00 123350.00 122730.00 123900.00 122550.00 -140.00 -200.00 -90.00 -130.00
2025-09-01 122110.00 123450.00 123620.00 121790.00 122220.00 123580.00 123730.00 121930.00 -110.00 -130.00 -110.00 -140.00
2025-08-29 121190.00 121700.00 121760.00 120710.00 121500.00 121860.00 121880.00 120830.00 -310.00 -160.00 -120.00 -120.00
2025-08-28 121220.00 120990.00 121260.00 120330.00 121330.00 121110.00 121330.00 120500.00 -110.00 -120.00 -70.00 -170.00
2025-08-27 120620.00 121760.00 122690.00 120620.00 120950.00 121890.00 122820.00 120830.00 -330.00 -130.00 -130.00 -210.00
2025-08-26 120310.00 120370.00 120720.00 120120.00 120090.00 120180.00 120510.00 119940.00 220.00 190.00 210.00 180.00
2025-08-25 119550.00 120310.00 120690.00 119530.00 119600.00 120070.00 120500.00 119430.00 -50.00 240.00 190.00 100.00
2025-08-22 119810.00 119610.00 120080.00 119230.00 119500.00 119460.00 119920.00 119140.00 310.00 150.00 160.00 90.00
2025-08-21 120010.00 119830.00 120590.00 119780.00 119550.00 119700.00 120440.00 119550.00 460.00 130.00 150.00 230.00
2025-08-20 120330.00 119930.00 120790.00 119510.00 120650.00 120060.00 120940.00 119620.00 -320.00 -130.00 -150.00 -110.00
2025-08-19 120490.00 120330.00 120950.00 120050.00 120430.00 120450.00 121080.00 120200.00 60.00 -120.00 -130.00 -150.00
2025-08-18 120710.00 120340.00 121450.00 120140.00 120770.00 120460.00 121580.00 120280.00 -60.00 -120.00 -130.00 -140.00
2025-08-15 120810.00 120600.00 121190.00 120180.00 121100.00 120770.00 121300.00 120300.00 -290.00 -170.00 -110.00 -120.00
2025-08-14 122700.00 121200.00 123050.00 120900.00 122770.00 121340.00 123170.00 121100.00 -70.00 -140.00 -120.00 -200.00
2025-08-13 122520.00 122340.00 123110.00 122330.00 122480.00 122470.00 123270.00 122470.00 40.00 -130.00 -160.00 -140.00
2025-08-12 122020.00 122440.00 123070.00 122000.00 122100.00 122570.00 123240.00 122080.00 -80.00 -130.00 -170.00 -80.00
2025-08-11 121000.00 122130.00 122550.00 120700.00 121190.00 122280.00 122680.00 120830.00 -190.00 -150.00 -130.00 -130.00
2025-08-08 121420.00 121180.00 121670.00 120570.00 121800.00 121340.00 121800.00 120690.00 -380.00 -160.00 -130.00 -120.00
2025-08-07 121440.00 121850.00 121920.00 120770.00 121670.00 121950.00 122000.00 120890.00 -230.00 -100.00 -80.00 -120.00
2025-08-06 120500.00 121070.00 121260.00 120150.00 121150.00 121170.00 121350.00 120280.00 -650.00 -100.00 -90.00 -130.00
2025-08-05 120630.00 120910.00 121190.00 120450.00 120760.00 121060.00 121270.00 120570.00 -130.00 -150.00 -80.00 -120.00
2025-08-04 119510.00 120630.00 120690.00 119180.00 119190.00 120730.00 120780.00 119190.00 320.00 -100.00 -90.00 -10.00
2025-08-01 119830.00 119770.00 120550.00 119480.00 119980.00 119900.00 120660.00 119620.00 -150.00 -130.00 -110.00 -140.00
2025-07-31 121050.00 119830.00 121440.00 119550.00 121280.00 120000.00 121560.00 119700.00 -230.00 -170.00 -120.00 -150.00
2025-07-30 121500.00 121720.00 122780.00 121220.00 121680.00 121850.00 122890.00 121400.00 -180.00 -130.00 -110.00 -180.00
2025-07-29 121910.00 121800.00 122440.00 121220.00 121790.00 121930.00 122570.00 121380.00 120.00 -130.00 -130.00 -160.00
2025-07-28 123980.00 121620.00 125370.00 120840.00 123950.00 121500.00 125150.00 120710.00 30.00 120.00 220.00 130.00
2025-07-25 123850.00 124360.00 124420.00 122750.00 123600.00 124210.00 124220.00 122580.00 250.00 150.00 200.00 170.00
2025-07-24 123810.00 124360.00 124660.00 123520.00 123750.00 124160.00 124460.00 123350.00 60.00 200.00 200.00 170.00
2025-07-23 123890.00 123370.00 124410.00 122630.00 124020.00 123220.00 124220.00 122450.00 -130.00 150.00 190.00 180.00
2025-07-22 123310.00 123530.00 124180.00 122370.00 123320.00 123720.00 124380.00 122530.00 -10.00 -190.00 -200.00 -160.00
2025-07-21 120300.00 122550.00 122880.00 120230.00 120330.00 122700.00 123000.00 120330.00 -30.00 -150.00 -120.00 -100.00
2025-07-18 119270.00 120500.00 120890.00 119030.00 119520.00 120580.00 120970.00 119130.00 -250.00 -80.00 -80.00 -100.00
2025-07-17 119700.00 119880.00 120170.00 119270.00 120000.00 119970.00 120300.00 119410.00 -300.00 -90.00 -130.00 -140.00
2025-07-16 119900.00 120550.00 121670.00 119600.00 119620.00 120710.00 121750.00 119620.00 280.00 -160.00 -80.00 -20.00
2025-07-15 120440.00 119380.00 120460.00 118780.00 120510.00 119520.00 120530.00 118900.00 -70.00 -140.00 -70.00 -120.00
2025-07-14 120960.00 121100.00 121280.00 120160.00 121120.00 121220.00 121390.00 120340.00 -160.00 -120.00 -110.00 -180.00
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